Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47404.99 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46006.97 Kr¶

PnL: ---------------------------------------> -881.6 Kr¶

DD now: ---------------------------------> -2.519 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 10:58:55.231538'

Anic Portfolio¶

Today¶

Return: -0.257 %¶

This Week¶

Return: -0.257 %¶

Total¶

Return: 55.192 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.270000 3100.000000 173.000000 5.910000 2927.000000
HMS Networks 2 -1.280000 770.000000 97.000000 14.410000 673.000000
HEBA B 70 -2.990000 2726.500000 90.500000 3.430000 2636.000010
Nordea Bank Abp 29 0.360000 3527.560000 73.560000 2.130000 3453.999992
MedCap 2 0.000000 467.000000 46.000000 10.930000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -5.310000 386.700000 31.700000 8.930000 355.000000
SAAB B 8 -0.350000 3408.000000 31.000000 0.920000 3377.000000
AcadeMedia 12 0.950000 584.880000 27.880000 5.010000 557.000004
Resurs Holding 22 -1.480000 601.040000 27.040000 4.710000 573.999998
Swedbank A 3 -0.200000 588.150000 24.150000 4.280000 564.000000
OEM International B 7 0.000000 547.400000 19.400000 3.670000 527.999997
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 -0.340000 558.080000 15.080000 2.780000 543.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Intrum 4 -1.390000 540.400000 13.400000 2.540000 527.000000
Karnov Group 9 -0.660000 541.800000 5.800000 1.080000 536.000004
Corem Property Group B 59 -5.190000 581.740000 4.740000 0.820000 576.999999
Securitas B 6 -2.550000 573.000000 3.000000 0.530000 570.000000
Samhällsbyggnadsbo. i Norden D 12 -3.450000 248.160000 2.160000 0.880000 246.000000
Creaspac SPAC 6 -0.720000 577.200000 0.200000 0.030000 577.000002
Coor Service Management Hold. 8 -2.220000 528.800000 -3.200000 -0.600000 532.000000
Handelsbanken A 5 0.280000 541.750000 -4.250000 -0.780000 546.000000
Midsona B 63 -0.220000 566.370000 -16.630000 -2.850000 582.999984
Boozt 12 -2.370000 1630.800000 -23.200000 -1.400000 1653.999996
International Petroleum Corp. 5 -1.920000 563.000000 -31.570000 -5.310000 594.565215
CTEK 13 -1.580000 501.540000 -32.460000 -6.080000 533.999999
Essity B 2 0.790000 538.600000 -35.400000 -6.170000 574.000000
Vivesto 1368 1.480000 562.250000 -50.750000 -8.280000 612.999432
Sampo Oyj SDB 7 0.460000 3797.500000 -52.500000 -1.360000 3850.000000
Essity A 4 1.120000 1086.000000 -63.000000 -5.480000 1149.000000
Fasadgruppen Group 35 0.760000 3717.000000 -94.000000 -2.470000 3810.999990
Beijer Electronics Group 26 2.800000 2860.000000 -111.000000 -3.740000 2971.000006
OX2 18 0.310000 1449.900000 -214.100000 -12.870000 1663.999992
Axfood 13 1.610000 3523.000000 -233.000000 -6.200000 3756.000001
Ovzon 52 -1.870000 2730.000000 -632.000000 -18.800000 3361.999992
TOTAL 46006.970000 -881.600000 -2.51882% 46888.564618

Updated:¶

'2023-01-30 10:59:08.115044'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶